+1,770.8%
WEC vs ITUB
+1,920.1%
-149.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | -0.3% | +8.7% | -9.0% | -1.3% |
| 30D | -1.3% | -0.7% | -0.6% | -1.3% |
| 3M | -3.9% | +7.8% | -11.7% | -5.0% |
| 6M | -8.3% | -3.4% | -4.9% | -8.3% |
| YTD | +3.1% | +16.3% | -13.2% | +0.6% |
| 1Y | +1.9% | +29.8% | -27.9% | -2.0% |
| 3Y | +41.9% | +111.1% | -69.2% | +27.3% |
| 5Y | +30.8% | +173.6% | -142.8% | +11.7% |
| 10Y | +141.9% | +193.2% | -51.3% | +93.5% |
| All | +1,770.8% | +1,920.1% | -149.3% | +1,057.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling